NO.PZ2023032703000043
问题如下：
Adams states, “Generally when we evaluate similar situations, we will use a passive, as opposed to an active, management strategy for the fixed-income portfolio, which means the risk of measurement error will be greater than asset liquidity risk.”
Is Adams most likely correct in her assessment of measurement error? (2019 mock AM)
选项：
A.Yes
No, because passive management would preclude measurement error
No, because asset liquidity risk is greater than the risk of measurement error
解释：
Measurement error for Asset BPV can arise even in the classic passive immunization strategy for Type I cash flows, which have set amounts and dates. Asset liquidity can become a risk factor in strategies that add active investing to otherwise passive fixed-income portfolios and would not be applicable here.
请问老师，被动策略更关注model risk，主动策略更关注liquidity risk，这个是普遍适用的观点吗？
